+393.9%
HBM vs M
+22.2%
+371.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | +0.5% |
| 7D | +5.5% | -4.1% | +9.6% | +6.6% |
| 30D | +3.3% | -13.6% | +16.9% | +7.1% |
| 3M | +12.7% | -2.3% | +14.9% | +12.7% |
| 6M | +28.2% | +21.9% | +6.3% | +21.2% |
| YTD | +45.3% | -0.6% | +45.9% | +43.7% |
| 1Y | +121.7% | +29.7% | +92.0% | +103.9% |
| 3Y | +523.5% | +107.3% | +416.2% | +382.7% |
| 5Y | +393.9% | +20.5% | +373.4% | +357.3% |
| All | +393.9% | +22.2% | +371.7% | +357.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling